High Degree Cubature Federated Filter for Multisensor Information Fusion with Correlated Noises

Abstract EN

This paper proposes an improved high degree cubature federated filter for the nonlinear fusion system with cross-correlation between process and measurement noises at the same time using the fifth-degree cubature rule and the decorrelated principle in its local filters.

The master filter of the federated filter adopts the no-reset mode to fuse local estimates of local filters to generate a global estimate according to the scalar weighted rule.

The air-traffic maneuvering target tracking simulations are performed between the proposed filter and the fifth-degree cubature federated filter.

Simulations results demonstrate that the proposed filter not only can achieve almost the same accuracy as the fifth-degree cubature federated filter with independent white noises, but also has superior performance to the fifth-degree cubature federated filter while the noises are cross-correlated at the same time.